2 papers
math.ST2025
Observable asymptotics of regularized Cox regression models with standard Gaussian designs: a statistical mechanics approach
Emanuele Massa, Anthony Coolen
We study the asymptotic behaviour of the Regularized Maximum Partial Likelihood Estimator (RMPLE) in the proportional limit, considering an arbitrary convex regularizer and assumin…
math.ST2025
Proportional asymptotics of piecewise exponential proportional hazards models
Emanuele Massa
We study the flexible piecewise exponential model in a high dimensional setting where the number of covariates grows proportionally to the number of observations and under…